0.0%
FSLR vs VSH
+112.8%
-112.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -5.0% |
| 7D | +0.2% | +3.5% | -3.3% | -1.0% |
| 30D | -15.1% | -4.4% | -10.8% | -14.2% |
| 3M | -22.5% | -45.8% | +23.3% | -6.9% |
| 6M | +4.0% | +90.1% | -86.2% | -10.9% |
| YTD | -22.3% | +120.3% | -142.6% | -37.3% |
| 1Y | 0.0% | +112.2% | -112.2% | -16.8% |
| All | 0.0% | +112.8% | -112.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling